• DocumentCode
    2673100
  • Title

    A fast approximation algorithm for the Lyapunov exponent of stochastic max-plus systems

  • Author

    Goverde, Rob M P ; Heidergott, Bernd ; Merlet, Glenn

  • Author_Institution
    Dept. Transp.&Planning, Delft Univ. of Technol., Delft
  • fYear
    2008
  • fDate
    28-30 May 2008
  • Firstpage
    49
  • Lastpage
    54
  • Abstract
    This paper addresses the problem of approximately computing the Lyapunov exponent of stochastic maxplus linear systems. Our approach allows for an efficient simulation of bounds for the Lyapunov exponent. Depending on the simulation budget the bounds can be made arbitrarily close. We illustrate the effectiveness of our bounds with application to (real-life) railway systems.
  • Keywords
    Lyapunov methods; approximation theory; linear systems; stochastic systems; Lyapunov exponent; approximation algorithm; railway systems; stochastic max-plus systems; Algebra; Approximation algorithms; Computational modeling; Discrete event systems; Equations; Linear systems; Rail transportation; Stochastic systems; Taylor series; Vectors;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Discrete Event Systems, 2008. WODES 2008. 9th International Workshop on
  • Conference_Location
    Goteborg
  • Print_ISBN
    978-1-4244-2592-1
  • Electronic_ISBN
    978-1-4244-2593-8
  • Type

    conf

  • DOI
    10.1109/WODES.2008.4605921
  • Filename
    4605921
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=2673100